Anic Equity¶

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Total return since start: 0.703 %¶

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Equity now: -----------------------------> 52012.46 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47887.39 Kr¶

PnL: ---------------------------------------> -1044.61 Kr¶

DD now: ---------------------------------> -2.086 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:01:48.415924'

Anic Portfolio¶

Today¶

Return: -0.12 %¶

This Week¶

Return: -0.58 %¶

Total portfolio value¶

Return including deposits: 70.275 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
Xvivo Perfusion 3 0.000000 882.000000 37.000000 4.380000 845.000001
Svolder B 35 0.640000 2206.750000 27.750000 1.270000 2179.000005
Biotage 4 0.060000 624.400000 21.400000 3.550000 603.000000
Eastnine 6 0.000000 678.000000 21.000000 3.200000 657.000000
Addtech B 3 -0.080000 714.600000 14.600000 2.090000 699.999999
Embracer Group B 26 0.210000 676.000000 14.000000 2.110000 661.999988
BHG Group 49 -0.890000 651.210000 12.210000 1.910000 638.999984
Vitrolife 3 -0.780000 687.000000 10.000000 1.480000 677.000001
SynAct Pharma 9 -0.550000 654.300000 9.300000 1.440000 645.000003
Indutrade 5 0.000000 1328.500000 8.500000 0.640000 1320.000000
Fortnox 10 -0.270000 674.600000 6.600000 0.990000 668.000000
Addnode Group B 6 -0.550000 756.000000 4.000000 0.530000 751.999998
NCC B 7 0.000000 656.600000 2.600000 0.400000 653.999997
Latour B 2 -0.270000 450.800000 1.800000 0.400000 449.000000
NCC A 6 0.000000 600.000000 1.000000 0.170000 598.999998
Volati 5 0.170000 574.000000 0.000000 0.000000 574.000000
Profoto Holding 7 0.000000 579.600000 -2.400000 -0.410000 581.999999
Balco Group 39 4.010000 1872.000000 -3.000000 -0.160000 1874.999997
Nolato B 12 -0.460000 644.400000 -3.600000 -0.560000 648.000000
Sdiptech B 3 -0.730000 818.400000 -3.600000 -0.440000 822.000000
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
Investor B 3 -0.230000 647.250000 -10.750000 -1.630000 657.999999
SCA A 4 0.000000 588.000000 -11.000000 -1.840000 599.000000
Lime Technologies 2 -0.170000 582.000000 -11.000000 -1.850000 593.000000
Humana 40 0.000000 662.400000 -11.600000 -1.720000 674.000000
BONESUPPORT HOLDING 10 -0.580000 1203.000000 -21.000000 -1.720000 1224.000000
Creades A 7 0.000000 548.800000 -62.200000 -10.180000 610.999998
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Ambea 68 0.000000 2465.680000 -71.320000 -2.810000 2537.000032
Gaming Innovation Group 161 -0.970000 4105.500000 -82.500000 -1.970000 4187.999942
Investor A 16 -0.320000 3454.400000 -90.600000 -2.560000 3545.000000
New Wave B 40 0.740000 3788.000000 -128.000000 -3.270000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Sedana Medical 135 -0.200000 4125.600000 -205.400000 -4.740000 4330.999935
Bactiguard Holding B 37 -0.860000 2553.000000 -414.000000 -13.950000 2966.999993
TOTAL 47887.390000 -1044.610000 -2.08562% 48931.999868

Updated:¶

'2023-06-14 09:02:06.436420'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶